First thing you need to do is visit http://home.live.com and sign in with your current username and password. Once signed in you need to click the drop-down arrow next to your sign in name in the top right-hand corner of the screen. Select the "View Your Account" from the drop down menu.
As I mentioned before, your only going to be able to do this if your in Internet Explorer, I know this sucks, I'm a Mac user at home and run FireFox and Safari, it doesn't work in either. When you load this page in IE you will see a "Change" button next to your primary email address. The form is pritty self explanatory for here so I won't insult your intelligence any further ;-)
Hope this saves you some time!